ASX SPI 200™ Index Futures

March / June / September / December up to six quarter months ahead and the nearest two non-quarterly expiry months.

Commodity code

AP

Listing date

02/05/2000

Minimum price movement

One index point (A$25)

Last trading day

All trading in expiring contracts ceases at 12.00pm on the third Thursday of the settlement month. Non-expiring contracts will continue to trade as per the stated trading hours.1

Cash settlement price

The Special Opening Quotation of the underlying S&P/ASX 200 Index on the Last Trading Day. The Special Opening Quotation is calculated using the first traded price of each component stock in the S&P/ASX 200 Index on the Last Trading Day, irrespective of when those stocks first trade in the ASX trading day. This means that the first traded price of each component stock may occur at any time between ASX market open and ASX market close (including the Closing Single Price Auction) on the Last Trading Day.

Should any component stock not have traded by ASX market close on the Last Trading Day, the last traded price of that stock will be used to calculate the Special Opening Quotation.

Trading hours

5.10pm - 7.00am and 9.50am - 4.30pm1 (For period from second Sunday in March to first Sunday in November)
5.10pm - 8.00am and 9.50am - 4.30pm1 (For period from first Sunday in November to second Sunday in March)

Settlement day

The first business day after expiry, ASX Clear (Futures) publishes the final settlement price of the contract. On the second business day after expiry, ASX Clear (Futures) settles cash flows as a result of the settlement price.

Position limit

None

Daily price limit

None

CFTC approved

Yes

1. Unless otherwise indicated, all times are Sydney times.

ASX Mini SPI 200™ Index Futures

ASX Mini SPI 200™ Index Futures

Trading platform

ASX Trade24

Contract unit

Valued at A$5 per index point (e.g. A$30,000 at 6,000 index points)

Contract months

March / June / September / December up to two quarter months ahead and the nearest two non-quarterly expiry months.

Commodity code

AM

Listing date

12/10/2015

Minimum price movement

One index point (A$5)

Last trading day

All trading in expiring contracts ceases at 12.00pm on the third Thursday of the settlement month. Non-expiring contracts will continue to trade as per the stated trading hours.1

Cash settlement price

The Special Opening Quotation of the underlying S&P/ASX 200 Index on the Last Trading Day. The Special Opening Quotation is calculated using the first traded price of each component stock in the S&P/ASX 200 Index on the Last Trading Day, irrespective of when those stocks first trade in the ASX trading day. This means that the first traded price of each component stock may occur at any time between ASX market open and ASX market close (including the Closing Single Price Auction) on the Last Trading Day.

Should any component stock not have traded by ASX market close on the Last Trading Day, the last traded price of that stock will be used to calculate the Special Opening Quotation.

Trading hours

5.10pm - 7.00am and 9.50am - 4.30pm1 (For period from second Sunday in March to first Sunday in November)
5.10pm - 8.00am and 9.50am - 4.30pm1 (For period from first Sunday in November to second Sunday in March)

Settlement day

The first business day after expiry, ASX Clear (Futures) publishes the final settlement price of the contract. On the second business day after expiry, ASX Clear (Futures) settles cash flows as a result of the settlement price.

Trading to cease in the expiring contract at 12:00pm on the Tuesday 30 days prior to the third Thursday of the following calendar month. For example, the February VIX will expire 30 days prior to the third Thursday in March. The non-expiring contract will continue to trade as per the stated trading hours.1

Cash settlement price

The final settlement price will be the average value of the S&P/ASX 200 VIX between 11:30am and 12:00pm on the last trading day. The cash settlement price will be calculated to 2 decimal places (0.01 points or A$10).1

Trading hours

10:10am to 4:15pm Sydney time

Settlement day

Settlement Day is the business day after the last trading day.

S&P / ASX 200 VIX futures are cash settled on the business day after the settlement day.

All trading in expiring contracts ceases at 12.00pm on the third Thursday of the settlement month. Non-expiring contracts will continue to trade as per the stated trading hours.1

Cash settlement price

The Special Opening Quotation of the respective underlying index on the Last Trading Day. The Special Opening Quotation is calculated using the first traded price of each component stock in the respective index on the Last Trading Day, irrespective of when those stocks first trade in the ASX trading day. This means that the first traded price of each component stock may occur at any time between ASX market open and ASX market close (including the Closing Single Price Auction) on the Last Trading Day.

Should any component stock not have traded by ASX market close on the Last Trading Day, the last traded price of that stock will be used to calculate the Special Opening Quotation.

Trading hours

9.50am - 4.30pm1

Settlement day

The first business day after expiry, ASX Clear (Futures) publishes the final settlement price of the contract. On the second business day after expiry, ASX Clear (Futures) settles cash flows as a result of the settlement price.